Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,216.2 |
1,202.0 |
-14.2 |
-1.2% |
1,217.0 |
High |
1,217.5 |
1,221.9 |
4.4 |
0.4% |
1,218.5 |
Low |
1,200.1 |
1,201.5 |
1.4 |
0.1% |
1,188.7 |
Close |
1,202.6 |
1,217.4 |
14.8 |
1.2% |
1,213.7 |
Range |
17.4 |
20.4 |
3.0 |
17.2% |
29.8 |
ATR |
20.7 |
20.7 |
0.0 |
-0.1% |
0.0 |
Volume |
21,545 |
24,136 |
2,591 |
12.0% |
53,823 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.8 |
1,266.5 |
1,228.6 |
|
R3 |
1,254.4 |
1,246.1 |
1,223.0 |
|
R2 |
1,234.0 |
1,234.0 |
1,221.1 |
|
R1 |
1,225.7 |
1,225.7 |
1,219.3 |
1,229.9 |
PP |
1,213.6 |
1,213.6 |
1,213.6 |
1,215.7 |
S1 |
1,205.3 |
1,205.3 |
1,215.5 |
1,209.5 |
S2 |
1,193.2 |
1,193.2 |
1,213.7 |
|
S3 |
1,172.8 |
1,184.9 |
1,211.8 |
|
S4 |
1,152.4 |
1,164.5 |
1,206.2 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.4 |
1,284.8 |
1,230.1 |
|
R3 |
1,266.6 |
1,255.0 |
1,221.9 |
|
R2 |
1,236.8 |
1,236.8 |
1,219.2 |
|
R1 |
1,225.2 |
1,225.2 |
1,216.4 |
1,216.1 |
PP |
1,207.0 |
1,207.0 |
1,207.0 |
1,202.4 |
S1 |
1,195.4 |
1,195.4 |
1,211.0 |
1,186.3 |
S2 |
1,177.2 |
1,177.2 |
1,208.2 |
|
S3 |
1,147.4 |
1,165.6 |
1,205.5 |
|
S4 |
1,117.6 |
1,135.8 |
1,197.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,221.9 |
1,188.7 |
33.2 |
2.7% |
19.2 |
1.6% |
86% |
True |
False |
18,889 |
10 |
1,252.0 |
1,188.7 |
63.3 |
5.2% |
21.2 |
1.7% |
45% |
False |
False |
14,472 |
20 |
1,270.6 |
1,188.7 |
81.9 |
6.7% |
20.5 |
1.7% |
35% |
False |
False |
11,109 |
40 |
1,270.6 |
1,172.0 |
98.6 |
8.1% |
20.3 |
1.7% |
46% |
False |
False |
7,997 |
60 |
1,270.6 |
1,127.8 |
142.8 |
11.7% |
20.0 |
1.6% |
63% |
False |
False |
6,513 |
80 |
1,270.6 |
1,089.9 |
180.7 |
14.8% |
18.7 |
1.5% |
71% |
False |
False |
5,278 |
100 |
1,270.6 |
1,089.9 |
180.7 |
14.8% |
18.1 |
1.5% |
71% |
False |
False |
4,489 |
120 |
1,270.6 |
1,048.2 |
222.4 |
18.3% |
18.5 |
1.5% |
76% |
False |
False |
4,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.6 |
2.618 |
1,275.3 |
1.618 |
1,254.9 |
1.000 |
1,242.3 |
0.618 |
1,234.5 |
HIGH |
1,221.9 |
0.618 |
1,214.1 |
0.500 |
1,211.7 |
0.382 |
1,209.3 |
LOW |
1,201.5 |
0.618 |
1,188.9 |
1.000 |
1,181.1 |
1.618 |
1,168.5 |
2.618 |
1,148.1 |
4.250 |
1,114.8 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,215.5 |
1,215.1 |
PP |
1,213.6 |
1,212.8 |
S1 |
1,211.7 |
1,210.5 |
|